+96.7%
ELAN vs HRB
+25.9%
+70.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.4% |
| 7D | -5.4% | -8.0% | +2.6% | -5.4% |
| 30D | +4.7% | -16.0% | +20.7% | +4.7% |
| 3M | -3.7% | +26.9% | -30.5% | -3.7% |
| 6M | -1.2% | +51.1% | -52.3% | -1.5% |
| YTD | +2.4% | +7.1% | -4.7% | +7.1% |
| 1Y | +23.4% | -9.6% | +33.0% | +32.8% |
| 3Y | +96.7% | +25.4% | +71.3% | +97.4% |
| All | +96.7% | +25.9% | +70.8% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling